Animation Nodes -> splines generated and how have a random material color for each spline?
There are several methods:


In blender 2.82, In geometry node there is a socket "random per island", that will generate color for separated meshes within the same object. Be aware, currently this socket can only work for cycles, not possible in eevee.

while using "curve object output" node, it's preferred in a loop, and input an object list. Since you are making them multiple objects, you can use "object info - random". This method allows you work in eevee, and transform different splines separately.

Must a method over the other? I don't think so.


Edit: 
Specifically in particle tracing, it's exactly the same principle. You are outputing multiple splines, before you curve object output anything, simply generate a loop that input iterators of object list and spline list. and it will solve the problem.